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https://issues.apache.org/jira/browse/MATH-222?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12629657#action_12629657
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Ted Dunning commented on MATH-222:
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I have a CLA on file already (I am a Mahout committer).
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ted
> Need way to compute density of distributions
> --------------------------------------------
>
> Key: MATH-222
> URL: https://issues.apache.org/jira/browse/MATH-222
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Ted Dunning
> Attachments: MATH-222-with-beta.patch, MATH-222.patch
>
>
> Currently, there are a number of distributions defined in commons math, but
> the interface for Distribution and ContinuousDistribution doesn't provide for
> the computation of the PDF at a particular point.
> It is common for it to be necessary to compute the density function, for
> example in the Metropolis algorithm.
> It is also pretty common for it to be very difficult to compute a density
> function or for the density function to be undefined as certain points. Only
> the cumulative density is mathematically assured.
> Thus, I propose to create a new interface HasDensityFunction<T> that requires
> the implementation of a double density(T) method. T is the type of the
> argument for the density function which would be Double in the case of most
> univariate statistics, but could, for instance, be a vector of doubles for a
> Dirichlet distribution or a vector of integers for a Multinomial.
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